Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
18.12.2020 | 12.69% | 0.09 | 0.10 | 450'000 | 150'000 | 450'000 | 150'000 | 34'259 | 12'920 | 100.00% | 100.00% |
17.12.2020 | 10.91% | 0.08 | 0.09 | 450'000 | 150'000 | 526'689 | 175'563 | 45'690 | 16'986 | 89.05% | 89.05% |
16.12.2020 | 8.59% | 0.12 | 0.13 | 600'000 | 200'000 | 589'142 | 196'381 | 65'731 | 23'874 | 100.00% | 100.00% |
15.12.2020 | 6.42% | 0.14 | 0.15 | 600'000 | 200'000 | 544'147 | 181'382 | 81'900 | 29'114 | 100.00% | 100.00% |
14.12.2020 | 5.45% | 0.17 | 0.18 | 600'000 | 200'000 | 546'774 | 182'258 | 97'477 | 34'315 | 99.97% | 99.97% |
11.12.2020 | 4.17% | 0.24 | 0.25 | 450'000 | 150'000 | 453'761 | 151'254 | 106'565 | 37'034 | 100.00% | 100.00% |
10.12.2020 | 6.19% | 0.18 | 0.19 | 600'000 | 200'000 | 600'000 | 200'000 | 95'559 | 33'853 | 100.00% | 100.00% |
09.12.2020 | 6.67% | 0.14 | 0.15 | 600'000 | 200'000 | 602'273 | 200'758 | 87'675 | 31'233 | 100.00% | 100.00% |
08.12.2020 | 4.96% | 0.18 | 0.19 | 600'000 | 200'000 | 600'000 | 200'000 | 118'418 | 41'473 | 100.00% | 100.00% |